+185.3%
GS vs MGY
+85.2%
+100.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -1.7% | +1.8% | -3.6% | -2.2% |
| 30D | -0.9% | +6.5% | -7.4% | -2.5% |
| 3M | +2.3% | +0.3% | +2.0% | +1.7% |
| 6M | +23.4% | -2.4% | +25.8% | +22.5% |
| YTD | +17.7% | +29.0% | -11.3% | +7.5% |
| 1Y | +35.1% | +17.0% | +18.1% | +26.5% |
| 3Y | +234.9% | +26.2% | +208.8% | +202.7% |
| 5Y | +185.3% | +92.3% | +93.0% | +125.6% |
| All | +185.3% | +85.2% | +100.1% | +125.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MGY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling